+2,623.6%
SHEL vs B
+753.6%
+1,869.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -0.8% |
| 7D | -5.8% | +11.3% | -17.1% | -7.3% |
| 30D | -1.3% | +2.9% | -4.2% | -1.9% |
| 3M | +12.7% | -2.9% | +15.6% | +12.6% |
| 6M | +19.9% | -1.2% | +21.1% | +18.9% |
| YTD | +38.3% | -1.3% | +39.6% | +36.3% |
| 1Y | +35.7% | +30.4% | +5.3% | +28.0% |
| 3Y | +71.7% | +195.3% | -123.6% | +41.0% |
| 5Y | +158.4% | +146.2% | +12.2% | +115.1% |
| 10Y | +204.1% | +200.5% | +3.6% | +137.1% |
| All | +2,623.6% | +753.6% | +1,869.9% | +1,992.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded B wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling